The risk premium in New Keynesian DSGE models : the cost of inflation channel
Leonardo Iania, Pavel Tretiakov, Rafael Wouters
| Year of publication: |
2023
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|---|---|
| Authors: | Iania, Leonardo ; Tretiakov, Pavel ; Wouters, Rafael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 155.2023, p. 1-18
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| Subject: | Macro-finance | DSGE | Term premia | Risikoprämie | Risk premium | Dynamisches Gleichgewicht | Dynamic equilibrium | Neoklassische Synthese | Neoclassical synthesis | Zinsstruktur | Yield curve | Theorie | Theory | Inflation | Schätzung | Estimation | DSGE-Modell | DSGE model | Soziale Kosten | Social costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479642